IREDA
Indian Renewable Energy
Historical option data for IREDA
21 Sep 2025 04:15 PM IST
| IREDA 28OCT2025 155 CE | ||||||||||||||||
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Delta: 0.74
Vega: 0.17
Theta: -0.08
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 160.87 | 9.5 | 3 | 24.25 | 132 | -20 | 150 | |||||||||
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| 14 Sept | 147.35 | 7.65 | 0 | 3.33 | 0 | 0 | 0 | |||||||||
For Indian Renewable Energy - strike price 155 expiring on 28OCT2025
Delta for 155 CE is 0.74
Historical price for 155 CE is as follows
On 21 Sept IREDA was trading at 160.87. The strike last trading price was 9.5, which was 3 higher than the previous day. The implied volatity was 24.25, the open interest changed by -20 which decreased total open position to 150
On 14 Sept IREDA was trading at 147.35. The strike last trading price was 7.65, which was 0 lower than the previous day. The implied volatity was 3.33, the open interest changed by 0 which decreased total open position to 0
| IREDA 28OCT2025 155 PE | |||||||
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Delta: -0.33
Vega: 0.19
Theta: -0.08
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 160.87 | 4.55 | -2.15 | 37.54 | 74 | 23 | 114 |
| 14 Sept | 147.35 | 20.05 | 0 | - | 0 | 0 | 0 |
For Indian Renewable Energy - strike price 155 expiring on 28OCT2025
Delta for 155 PE is -0.33
Historical price for 155 PE is as follows
On 21 Sept IREDA was trading at 160.87. The strike last trading price was 4.55, which was -2.15 lower than the previous day. The implied volatity was 37.54, the open interest changed by 23 which increased total open position to 114
On 14 Sept IREDA was trading at 147.35. The strike last trading price was 20.05, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
